It is normal for the fuel in the line to retreat back toward the tank leaving air in the lines. When the engine starts (from the prime), it will quickly suck this air out. The next thing to do is check the glow plug. remove it from the engine. Plug it onto your glow igniter. The element should glow bright orange. In very bright daylight it may be hard to see the bright orange so cup it inside your hand. If the element glows orange, re-install it in the engine. Don't tighten it too much - you can strip the aluminum heads of the engine. In cold weather, it sometimes takes more than three turns of prime. Next time if in doubt, put several drops of fuel directly into the carb. Don't get too worried about the needle valve settings. At 2 or 3 turns open it should start. I suspect you never got enough fuel into the combustion chamber to get it going. Did it ever "pop" at all?